X5I21519 - Mathématics of insurance - Cours magistral

The objective of this course is to introduce the basic probabilistic models used in non-life insurance. It first presents the essential characteristics and principles of insurance. It then reviews the probability distributions used to model claim frequency and claim severity, as well as the tests used to identify them. The techniques for calculating insurance premiums and their properties are then detailed. Finally, the course addresses the insurer's solvency problem, first in a static and then in a dynamic framework.

Informations sur l'espace de cours

Nom	Mathématics of insurance
Nom abrégé	UP1-C-ELP-X5I21519-01
Enseignants	Nagot Isabelle
Groupes utilisateurs inscrits	Consultation des ressources, participation aux activités : [2026] UFR 27 - Matière (M2-S1) : Mathématics of insurance (groups-matiX5I21519-2026) Consultation des ressources uniquement : aucune cohorte inscrite.

Rattachements à l'offre de formation

Élément pédagogique	UP1-C-ELP-X5I21519 - Mathématics of insurance
Chemin complet	> Année 2026-2027 > Paris 1 > Mathématiques et informatique > Master 2 Ind. Ingénierie du risque : finance et assurance > Semestre 3 > UE 1 : Cours fondamentaux > Choix 15 ECTS > Choix 5x3 ECTS > Mathématics of insurance